Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models

Bierens, Herman J.

ISBN 10: 0521565111 / ISBN 13: 9780521565110

Edité par Cambridge University Press, Cambridge, 1996

A propos de cet article

Reprint. First published 1994. 22.5 x 15 cm. 258pp. Card covers. Some light creasing in covers. Spine not creased.

N° de réf. du vendeur 60345

Détails bibliographiques

• Titre: Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models
• Éditeur: Cambridge University Press, Cambridge
• Date de parution: 1996
• Langue: anglais
• ISBN à 10 chiffres: 0521565111
• ISBN à 13 chiffres: 9780521565110
• Reliure: Paperback
• État de l'article: Very Good
• Type de livre: Book

A propos de ce titre

Synopsis

A rigorous treatment of a number of timely topics in advanced econometrics.

Présentation de l'éditeur

In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory, ARMA and ARMAX models, unit roots and cointegration, and nonparametric regression, together with an extensive and thorough treatment of the necessary probability theory. Professor Bierens' study is uniquely self-contained, providing the reader with a selection of the latest developments in econometric theory, along with the required introductory material on each topic. It will be of great use to graduate students of econometrics and statistics, and is particularly suitable for self-tuition.